AUDUSD: Bollinger band re-entry, daily (2024-04-04 to 2026-04-03)

TradesViz example study: Bollinger band re-entry on AUDUSD.FOREX, daily bars, 2024-04-04 through 2026-04-03. This is a historical simulation with preset rules, not a live account or an optimized strategy. Tests whether a close back inside the lower Bollinger band is followed by a return toward its middle band. Entry: [CROSSED(input_col=close, input_col2=BOLLBANDS_LOWER(period=55, sd_levels=2), direction=above)] Exit: [close > BOLLBANDS_MIDDLE(period=55, sd_levels=2)] Settings: long only; next-bar-open fills; 25,000 starting equity in quote currency; 25% of current equity per position; 14-period ATR, 2 ATR initial stop, 3R target, 3 ATR trailing stop, and a 100-bar maximum holding period. Daily bars; no intraday session filter. Positions may remain open across sessions. Assumed costs: 0.0035% of traded value commission per side and 0.0001 points slippage per market fill. These are illustrative fixed assumptions, not broker quotes. Funding, financing, borrow fees, varying spreads, and market impact are not separately modeled. Limitations: Volatility bands do not bound losses; a strong downtrend can continue after a re-entry signal. The catalog includes preset markets and periods without selecting winners. This earlier-daily window is a separate study, not out-of-sample proof. Data availability, gaps and ambiguous intrabar fills must be checked in the completed report. Requested period: 2024-04-04 to 2026-04-03. Available test data: 2024-04-04 to 2026-04-03, 633 bars (UTC dates). Simulated historical strategy test for AUDUSD.FOREX using daily bars from 2024-04-04 to 2026-04-03. Asset class: forex. Indicators and functions used: BOLLBANDS_LOWER, BOLLBANDS_MIDDLE, CROSSED; Box 1 condition: [CROSSED(input_col=close, input_col2=BOLLBANDS_LOWER(period=55, sd_levels=2), direction=above)]; Box 2 condition: [close > BOLLBANDS_MIDDLE(period=55, sd_levels=2)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 25 % of equity. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 0.0035 %. Slippage per fill: 0.0001 points. Maximum holding period: 100 bars. Risk-setting ATR period: 14. Session: 00:00 to 00:00 (exchange time). Saved results. Trades: 10; Net P&L: 234.217236; Return: 0.936869%; Win rate: 60%.

Shared by pk78 · Published 2026-10-15 · Snapshot 2026-10-15 · Report revision 1